+39.2%
LHX vs ACWI
+59.5%
-20.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.8% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | +16.5% | -3.3% | +19.7% | +17.8% |
| 3M | -4.3% | -3.4% | -0.9% | -3.2% |
| 6M | -7.1% | +0.8% | -7.9% | -7.8% |
| YTD | -4.8% | +10.7% | -15.5% | -9.3% |
| 1Y | -5.5% | +11.6% | -17.1% | -10.2% |
| 3Y | +60.5% | +73.4% | -12.9% | +26.3% |
| All | +39.2% | +59.5% | -20.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling